-6.4%
DDOG vs AA
-15.4%
+9.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +1.8% |
| 7D | -23.9% | +0.9% | -24.8% | -24.2% |
| 30D | -34.0% | -6.7% | -27.3% | -32.9% |
| 3M | -21.9% | -16.3% | -5.6% | -18.8% |
| 6M | +24.6% | -37.1% | +61.7% | +38.3% |
| YTD | +31.7% | -25.0% | +56.7% | +36.2% |
| 1Y | -6.2% | +8.6% | -14.8% | -13.4% |
| 3Y | +125.1% | +57.2% | +67.8% | +71.0% |
| All | -6.4% | -15.4% | +9.0% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling